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Previous: US WEST INC, 8-K, 1997-08-07 |
Next: CONNECTICUT GENERAL EQUITY PROPERTIES I LTD PARTNERSHIP, 15-12G, 1997-08-07 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 06/30/97
Institutional Investment Manager:
U S WEST INVESTMENT MANAGEMENT CO.
9785 MAROON CIRCLE
SUITE 360
ENGLEWOOD CA 80112-0000
I represent that I am authorized to submit this form and that
all information in this form and the attachments to it are true,
correct and complete and I understand that all required items,
statements and schedules are integral parts of this form and that
the submission of any amendment represents that all unamended
items, statements and schedules remain true, correct and complete
as previously submitted.
I am signing this report as required by the Securities Exchange
Act of 1934
Name, Title and Telephone Number of Person Submitting Report:
KAREN FRAME MANAGER 303-649-4506
Signature, Place and Date of Signing:
/s/ KAREN FRAME ENGLEWOOD CO 07/30/97
<PAGE> PAGE 2
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
A D C TELECOMMUNICATIONS COM 000886101 3301 98900 SH SOLE 98900
AFLAC INC COM 001055102 4747 100462 SH SOLE 100462
AGCO CORP COM 001084102 212 5900 SH SOLE 5900
AES CORP COM 00130H105 3062 43282 SH SOLE 43282
AK STL HLDG CORP COM 001547108 768 17400 SH SOLE 17400
AMR CORP COM 001765106 5152 55702 SH SOLE 55702
AT&T CORP COM 001957109 37128 1058906 SH SOLE 1058906
ABBOTT LABS COM 002824100 33449 501111 SH SOLE 501111
ACCUSTAFF INC COM 004401105 848 35800 SH SOLE 35800
ACNIELSEN CORP COM 004833109 1136 57892 SH SOLE 57892
ADAPTEC INC COM 00651F108 2872 82660 SH SOLE 82660
ADOBE SYS INC COM 00724F101 1602 45700 SH SOLE 45700
ADVANCED MICRO DEVICES INC COM 007903107 3287 91300 SH SOLE 91300
AEGON N V ORD AMER REG 007924103 2236 31920 SH SOLE 31920
ADVANTA CORP CL A 007942105 1106 30100 SH SOLE 30100
AETNA INC COM 008117103 10129 98937 SH SOLE 98937
AHMANSON H F & CO COM 008677106 2980 69300 SH SOLE 69300
AIR PRODS & CHEMS INC COM 009158106 6145 75625 SH SOLE 75625
AIRGAS INC COM 009363102 903 45574 SH SOLE 45574
AIRTOUCH COMMUNICATIONS INC COM 00949T100 8912 325543 SH SOLE 325543
ALBERTSONS INC COM 013104104 5396 147839 SH SOLE 147839
ALEXANDER & BALDWIN INC COM 014482103 1165 44600 SH SOLE 44600
ALLEGHENY PWR SYS INC COM 017411109 2279 85400 SH SOLE 85400
ALLEGHENY TELEDYNE INC COM 017415100 2569 95150 SH SOLE 95150
ALLEGIANCE CORP COM 017475104 1202 44104 SH SOLE 44104
ALLERGAN INC COM 018490102 1732 54456 SH SOLE 54456
ALLIEDSIGNAL INC COM 019512102 13695 163041 SH SOLE 163041
ALLMERICA PPTY & CAS COS INC COM 01975T105 1258 38400 SH SOLE 38400
ALLSTATE CORP COM 020002101 20119 275598 SH SOLE 275598
ALLTEL CORP COM 020039103 4613 137966 SH SOLE 137966
ALTERA CORP COM 021441100 3212 63600 SH SOLE 63600
ALUMAX INC COM 022197107 1083 28550 SH SOLE 28550
ALUMINUM CO AMER COM 022249106 8027 106500 SH SOLE 106500
ALZA CORP DEL COM 022615108 1927 66600 SH SOLE 66600
AMBAC INC COM 023139108 2223 29100 SH SOLE 29100
AMERADA HESS CORP COM 023551104 3419 61530 SH SOLE 61530
AMERICA ONLINE INC DEL COM 02364J104 3399 61100 SH SOLE 61100
AMDAHL CORP COM 023905102 482 55072 SH SOLE 55072
AMERICAN ELEC PWR INC COM 025537101 4990 118800 SH SOLE 118800
AMERICAN EXPRESS CO COM 025816109 23320 313018 SH SOLE 313018
AMERICAN FINL GROUP INC COM 02608W101 1337 31500 SH SOLE 31500
AMERICAN GENERAL CORP COM 026351106 7058 147822 SH SOLE 147822
AMERICAN GREETINGS CORP CL A 026375105 2122 57151 SH SOLE 57151
AMERICAN HOME PRODS CORP COM 026609107 32139 420114 SH SOLE 420114
AMERICAN INTL GROUP INC COM 026874107 38460 257471 SH SOLE 257471
AMERICAN MGMT SYS INC COM 027352103 1095 40945 SH SOLE 40945
AMERICAN NATL INS CO COM 028591105 1026 11500 SH SOLE 11500
AMERICAN PWR CONVERSION CORP COM 029066107 1151 60600 SH SOLE 60600
AMERICAN STD COS INC DEL COM 029712106 2681 59900 SH SOLE 59900
AMERICAN STORES CO NEW COM 030096101 4538 91913 SH SOLE 91913
<PAGE> PAGE 3
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
AMERITECH CORP NEW COM 030954101 24334 358180 SH SOLE 358180
AMGEN INC COM 031162100 10137 174400 SH SOLE 174400
AMP INC COM 031897101 6291 150691 SH SOLE 150691
AMOCO CORP COM 031905102 28156 323867 SH SOLE 323867
AMSOUTH BANCORPORATION COM 032165102 2411 63750 SH SOLE 63750
ANADARKO PETE CORP COM 032511107 2549 42478 SH SOLE 42478
ANALOG DEVICES INC COM 032654105 3292 123949 SH SOLE 123949
ANDREW CORP COM 034425108 274 9725 SH SOLE 9725
ANHEUSER BUSCH COS INC COM 035229103 12158 289912 SH SOLE 289912
AON CORP COM 037389103 5438 105075 SH SOLE 105075
APACHE CORP COM 037411105 1982 60999 SH SOLE 60999
APOLLO GROUP INC CL A 037604105 1586 45000 SH SOLE 45000
APPLE COMPUTER INC COM 037833100 1161 81505 SH SOLE 81505
APRIA HEALTHCARE GROUP INC COM 037933108 630 35500 SH SOLE 35500
APPLIED MATLS INC COM 038222105 8528 120426 SH SOLE 120426
ARCHER DANIELS MIDLAND CO COM 039483102 8345 355116 SH SOLE 355116
ARMSTRONG WORLD INDS INC COM 042476101 2264 30849 SH SOLE 30849
ARROW ELECTRS INC COM 042735100 1963 36943 SH SOLE 36943
ASCEND COMMUNICATIONS INC COM 043491109 3206 81420 SH SOLE 81420
ASHLAND INC COM 044204105 2091 45091 SH SOLE 45091
ASPECT TELECOMMUNICATIONS CORP COM 045237104 777 34900 SH SOLE 34900
ATLANTIC RICHFIELD CO COM 048825103 15106 214266 SH SOLE 214266
ATMEL CORP COM 049513104 1994 71200 SH SOLE 71200
AUTODESK INC COM 052769106 1376 35905 SH SOLE 35905
AUTOLIV INC COM 052800109 1504 38440 SH SOLE 38440
AUTOMATIC DATA PROCESSING INC COM 053015103 10039 213591 SH SOLE 213591
AUTOZONE INC COM 053332102 2604 110500 SH SOLE 110500
AVERY DENNISON CORP COM 053611109 3310 82490 SH SOLE 82490
AVNET INC COM 053807103 1840 32000 SH SOLE 32000
AVON PRODS INC COM 054303102 6205 87942 SH SOLE 87942
BB&T CORP COM 054937107 374 8300 SH SOLE 8300
BHC COMMUNICATIONS INC CL A 055448104 1172 9800 SH SOLE 9800
BMC SOFTWARE INC COM 055921100 4142 74800 SH SOLE 74800
BAKER HUGHES INC COM 057224107 3982 102935 SH SOLE 102935
BALTIMORE GAS & ELEC CO COM 059165100 2581 96700 SH SOLE 96700
BANC ONE CORP COM 059438101 18527 382493 SH SOLE 382493
BANK NEW YORK INC COM 064057102 11644 267668 SH SOLE 267668
BANKBOSTON CORP COM 06605R106 7785 108031 SH SOLE 108031
BANKAMERICA CORP COM 066050105 30755 476364 SH SOLE 476364
BANKERS TRUST N Y CORP COM 066365107 4622 53130 SH SOLE 53130
BARD C R INC COM 067383109 1863 51300 SH SOLE 51300
BARNES & NOBLE INC COM 067774109 1070 24880 SH SOLE 24880
BARNETT BKS INC COM 068055102 7020 133708 SH SOLE 133708
BAUSCH & LOMB INC COM 071707103 1706 36200 SH SOLE 36200
BAXTER INTL INC COM 071813109 8507 162821 SH SOLE 162821
BAY NETWORKS INC COM 072510100 3241 122033 SH SOLE 122033
BEAR STEARNS COS INC COM 073902108 3301 96558 SH SOLE 96558
BECKMAN INSTRS INC NEW COM 075816108 1805 37400 SH SOLE 37400
BECTON DICKINSON & CO COM 075887109 4485 88600 SH SOLE 88600
BELL ATLANTIC CORP COM 077853109 21788 287156 SH SOLE 287156
<PAGE> PAGE 4
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
BELLSOUTH CORP COM 079860102 29794 642454 SH SOLE 642454
BELO A H CORP DEL COM SER A 080555105 1128 27100 SH SOLE 27100
BENEFICIAL CORP COM 081721102 3041 42793 SH SOLE 42793
BERGEN BRUNSWIG CORP CL A 083739102 961 34487 SH SOLE 34487
BETHLEHEM STL CORP COM 087509105 863 82700 SH SOLE 82700
BETZDEARBORN INC COM 087779104 1525 23100 SH SOLE 23100
BEVERLY ENTERPRISES INC COM 087851101 1136 69890 SH SOLE 69890
BIOGEN INC COM 090597105 1751 51700 SH SOLE 51700
BIOMET INC COM 090613100 1598 85800 SH SOLE 85800
BLACK & DECKER CORP COM 091797100 2480 66700 SH SOLE 66700
BLOCK H & R INC COM 093671105 2400 74433 SH SOLE 74433
BLYTH INDS INC COM 09643P108 1316 39000 SH SOLE 39000
BOEING CO COM 097023105 24050 453240 SH SOLE 453240
BOISE CASCADE OFFICE PRODS COM 097403109 308 18100 SH SOLE 18100
BORDERS GROUP INC COM 099709107 1679 69600 SH SOLE 69600
BOSTON CHICKEN INC COM 100578103 700 50000 SH SOLE 50000
BOSTON EDISON CO COM 100599109 1313 49800 SH SOLE 49800
BOSTON SCIENTIFIC CORP COM 101137107 4362 71000 SH SOLE 71000
BRINKER INTL INC COM 109641100 1084 76075 SH SOLE 76075
BRISTOL MYERS SQUIBB CO COM 110122108 52487 647986 SH SOLE 647986
BROWN FORMAN CORP CL B 115637209 2031 41600 SH SOLE 41600
BROWNING FERRIS INDS COM 115885105 4651 139894 SH SOLE 139894
BRUNSWICK CORP COM 117043109 2206 70600 SH SOLE 70600
BURLINGTON NORTHN SANTA FE CP COM 12189T104 9333 103840 SH SOLE 103840
BURLINGTON RES INC COM 122014103 3889 88134 SH SOLE 88134
C-CUBE MICROSYSTEMS INC COM 125015107 399 22700 SH SOLE 22700
CDW COMPUTER CTRS INC COM 125129106 523 9850 SH SOLE 9850
CIGNA CORP COM 125509109 9519 53630 SH SOLE 53630
CMS ENERGY CORP COM 125896100 3017 85576 SH SOLE 85576
CNA FINL CORP COM 126117100 696 6602 SH SOLE 6602
CPC INTL INC COM 126149103 8779 95101 SH SOLE 95101
CSX CORP COM 126408103 8011 144334 SH SOLE 144334
CUC INTL INC COM 126545102 6659 257988 SH SOLE 257988
CVS CORP COM 126650100 2251 43929 SH SOLE 43929
CABLETRON SYS INC COM 126920107 2245 79300 SH SOLE 79300
CABOT CORP COM 127055101 1604 56540 SH SOLE 56540
CADENCE DESIGN SYSTEM INC COM 127387108 2286 68250 SH SOLE 68250
CALIBER SYS INC COM 129894101 924 24800 SH SOLE 24800
CALLAWAY GOLF CO COM 131193104 1928 54300 SH SOLE 54300
CAMBRIDGE TECH PARTNERS MASS COM 132524109 1235 38600 SH SOLE 38600
CAMPBELL SOUP CO COM 134429109 8345 166900 SH SOLE 166900
CAPITAL ONE FINL CORP COM 14040H105 703 18624 SH SOLE 18624
CARDINAL HEALTH INC COM 14149Y108 3885 67858 SH SOLE 67858
CAROLINA PWR & LT CO COM 144141108 3208 89420 SH SOLE 89420
CASCADE COMMUNICATIONS CORP COM 147184105 1337 48400 SH SOLE 48400
CASE CORP COM 14743R103 324 4700 SH SOLE 4700
CATERPILLAR INC DEL COM 149123101 13870 129169 SH SOLE 129169
CENTERIOR ENERGY CORP COM 151883105 2331 208400 SH SOLE 208400
CENTOCOR INC COM 152342101 208 6700 SH SOLE 6700
CENTRAL & SOUTH WEST CORP COM 152357109 2590 121881 SH SOLE 121881
<PAGE> PAGE 5
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
CENTRAL FID BKS INC COM 153469101 433 12200 SH SOLE 12200
CENTURY TEL ENTERPRISES INC COM 156686107 1516 45000 SH SOLE 45000
CERIDIAN CORP COM 15677T106 313 7400 SH SOLE 7400
CHAMPION INTL CORP COM 158525105 3035 54924 SH SOLE 54924
CHARTER ONE FINL INC COM 160903100 2512 46625 SH SOLE 46625
CHASE MANHATTAN CORP NEW COM 16161A108 28019 288674 SH SOLE 288674
CHECKPOINT SYS INC COM 162825103 553 34400 SH SOLE 34400
CHESAPEAKE ENERGY CORP COM 165167107 335 34100 SH SOLE 34100
CHEVRON CORPORATION COM 166751107 31633 427832 SH SOLE 427832
CHIRON CORP COM 170040109 2412 115540 SH SOLE 115540
CHOICE HOTELS HLDGS INC COM 170380109 244 14400 SH SOLE 14400
CHRYSLER CORP COM 171196108 13327 406162 SH SOLE 406162
CHUBB CORP COM 171232101 8163 122064 SH SOLE 122064
CINCINNATI BELL INC COM 171870108 3517 111654 SH SOLE 111654
CINCINNATI FINL CORP COM 172062101 3286 41595 SH SOLE 41595
CINERGY CORP COM 172474108 3798 109100 SH SOLE 109100
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 2522 70909 SH SOLE 70909
CISCO SYS INC COM 17275R102 29049 432762 SH SOLE 432762
CIRRUS LOGIC CORP COM 172755100 475 45200 SH SOLE 45200
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 1749 71008 SH SOLE 71008
CITICORP COM 173034109 37793 313473 SH SOLE 313473
CITY INVESTING CO LIQ TR UNIT BEN INT 177900107 33 35000 SH SOLE 35000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 252 4100 SH SOLE 4100
CLOROX CO DEL COM 189054109 3287 24900 SH SOLE 24900
COASTAL CORP COM 190441105 3441 64700 SH SOLE 64700
COCA COLA CO COM 191216100 110423 1583120 SH SOLE 1583120
COCA COLA ENTERPRISES INC COM 191219104 3940 171300 SH SOLE 171300
COGNIZANT CORP COM 192441103 4950 122229 SH SOLE 122229
COLGATE PALMOLIVE CO COM 194162103 12670 194174 SH SOLE 194174
COLUMBIA GAS SYS INC COM 197648108 2461 37722 SH SOLE 37722
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 17864 454404 SH SOLE 454404
COMAIR HOLDINGS INC COM 199789108 905 32700 SH SOLE 32700
COMCAST CORP CL A 200300101 995 47500 SH SOLE 47500
COMCAST CORP CL A SPL 200300200 3770 176395 SH SOLE 176395
COMDISCO INC COM 200336105 1412 54300 SH SOLE 54300
COMERICA INC COM 200340107 6120 90000 SH SOLE 90000
COMMERCE BANCSHARES INC COM 200525103 285 6305 SH SOLE 6305
COMPAQ COMPUTER CORP COM 204493100 18597 187374 SH SOLE 187374
COMPUTER ASSOC INTL INC COM 204912109 10401 186773 SH SOLE 186773
COMPUSA INC COM 204932107 1696 78900 SH SOLE 78900
COMPUTER SCIENCES CORP COM 205363104 3785 52480 SH SOLE 52480
COMPUWARE CORP COM 205638109 2621 54900 SH SOLE 54900
CONAGRA INC COM 205887102 9727 151685 SH SOLE 151685
CONCORD EFS INC COM 206197105 1298 50150 SH SOLE 50150
CONSECO INC COM 208464107 4274 115500 SH SOLE 115500
CONSOLIDATED EDISON CO N Y INC COM 209111103 4445 151000 SH SOLE 151000
CONSOLIDATED NAT GAS CO COM 209615103 3392 63028 SH SOLE 63028
CONSOLIDATED STORES CORP COM 210149100 274 7875 SH SOLE 7875
CONTINENTAL AIRLS INC CL B 210795308 1087 31100 SH SOLE 31100
COOPER INDS INC COM 216669101 3469 69729 SH SOLE 69729
<PAGE> PAGE 6
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
COOPER TIRE & RUBR CO COM 216831107 1261 57300 SH SOLE 57300
CORESTATES FINL CORP COM 218695104 8106 150812 SH SOLE 150812
CORNING INC COM 219350105 8777 157793 SH SOLE 157793
CORPORATE EXPRESS INC COM 219888104 183 12650 SH SOLE 12650
CORRECTIONS CORP AMER COM 220256101 2647 66600 SH SOLE 66600
COSTCO COMPANIES INC COM 22160Q102 4193 127557 SH SOLE 127557
COUNTRYWIDE CR INDS INC DEL COM 222372104 2795 89634 SH SOLE 89634
COVANCE INC COM 222816100 760 39373 SH SOLE 39373
COX COMMUNICATIONS INC NEW CL A 224044107 1180 49170 SH SOLE 49170
CRACKER BARREL OLD CTRY STR COM 224100107 1412 53300 SH SOLE 53300
CRESTAR FINL CORP COM 226091106 2642 67956 SH SOLE 67956
CROWN CORK & SEAL INC COM 228255105 3749 70155 SH SOLE 70155
CUMMINS ENGINE INC COM 231021106 1828 25900 SH SOLE 25900
CYPRUS AMAX MINERALS CO COM 232809103 1608 65650 SH SOLE 65650
CYTEC INDS INC COM 232820100 1585 42400 SH SOLE 42400
DQE INC COM 23329J104 1706 60400 SH SOLE 60400
DPL INC COM 233293109 2027 82300 SH SOLE 82300
DSC COMMUNICATIONS CORP COM 233311109 1756 78900 SH SOLE 78900
DST SYS INC DEL COM 233326107 913 27400 SH SOLE 27400
DTE ENERGY CO COM 233331107 2619 94800 SH SOLE 94800
DANA CORP COM 235811106 2945 77500 SH SOLE 77500
DARDEN RESTAURANTS INC COM 237194105 1234 136178 SH SOLE 136178
DAYTON HUDSON CORP COM 239753106 7968 149817 SH SOLE 149817
DEERE & CO COM 244199105 9569 174376 SH SOLE 174376
DELL COMPUTER CORP COM 247025109 11099 94508 SH SOLE 94508
DELTA AIR LINES INC DEL COM 247361108 3678 44851 SH SOLE 44851
DELTIC TIMBER CORP COM 247850100 328 11199 SH SOLE 11199
DELUXE CORP COM 248019101 2102 61600 SH SOLE 61600
DENTSPLY INTL INC NEW COM 249030107 837 17088 SH SOLE 17088
DIAL CORP NEW COM 25247D101 1181 75600 SH SOLE 75600
DIEBOLD INC COM 253651103 2310 59237 SH SOLE 59237
DIGITAL EQUIP CORP COM 253849103 3679 103819 SH SOLE 103819
DILLARDS INC CL A 254067101 2819 81407 SH SOLE 81407
DIME BANCORP INC NEW COM 25429Q102 1286 73510 SH SOLE 73510
DISNEY WALT CO COM 254687106 35979 448341 SH SOLE 448341
DOLE FOOD INC COM 256605106 1568 36667 SH SOLE 36667
DOLLAR GEN CORP COM 256669102 381 10150 SH SOLE 10150
DOLLAR TREE STORES INC COM 256747106 1098 21800 SH SOLE 21800
DOMINION RES INC VA COM 257470104 4032 110085 SH SOLE 110085
DONNELLEY R R & SONS CO COM 257867101 3082 84160 SH SOLE 84160
DOVER CORP COM 260003108 5182 84253 SH SOLE 84253
DOW CHEM CO COM 260543103 13356 153300 SH SOLE 153300
DOW JONES & CO INC COM 260561105 1575 39200 SH SOLE 39200
DRESSER INDS INC COM 261597108 4492 120589 SH SOLE 120589
DU PONT E I DE NEMOURS & CO COM 263534109 46318 736674 SH SOLE 736674
DUKE POWER CO COM 264399106 10929 227991 SH SOLE 227991
DUN & BRADSTREET CORP COM 264830100 3135 119429 SH SOLE 119429
EG & G INC COM 268457108 1080 48006 SH SOLE 48006
E M C CORP MASS COM 268648102 6131 157200 SH SOLE 157200
ENSCO INTL INC COM 26874Q100 2907 55100 SH SOLE 55100
<PAGE> PAGE 7
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
EASTMAN CHEM CO COM 277432100 3433 54064 SH SOLE 54064
EASTMAN KODAK CO COM 277461109 16491 214865 SH SOLE 214865
EATON CORP COM 278058102 4130 47300 SH SOLE 47300
ECHLIN INC COM 278749106 1793 49800 SH SOLE 49800
ECOLAB INC COM 278865100 2246 47042 SH SOLE 47042
EDISON INTL COM 281020107 6933 278700 SH SOLE 278700
EDWARDS AG INC COM 281760108 2171 50345 SH SOLE 50345
EL PASO NAT GAS CO COM NEW 283695872 2034 36978 SH SOLE 36978
ELECTRONIC ARTS INC COM 285512109 1321 39300 SH SOLE 39300
ELECTRONIC DATA SYS NEW COM 285661104 9275 226224 SH SOLE 226224
ELECTRONICS FOR IMAGING INC COM 286082102 2046 43300 SH SOLE 43300
EMERSON ELEC CO COM 291011104 16100 292390 SH SOLE 292390
ENGELHARD CORP COM 292845104 1550 74050 SH SOLE 74050
ENOVA CORP COM 293552105 1788 74300 SH SOLE 74300
ENRON CORP COM 293561106 6146 150600 SH SOLE 150600
ENSERCH CORP COM 293567103 1000 44932 SH SOLE 44932
ENTERGY CORP NEW COM 29364G103 3873 141470 SH SOLE 141470
EQUIFAX INC COM 294429105 4507 121190 SH SOLE 121190
EQUITABLE COS INC COM 29444G107 1967 59156 SH SOLE 59156
EQUITABLE RES INC COM 294549100 972 34250 SH SOLE 34250
ETHYL CORP COM 297659104 143 15500 SH SOLE 15500
EXXON CORP COM 302290101 99534 1618446 SH SOLE 1618446
F M C CORP COM NEW 302491303 1770 22287 SH SOLE 22287
FPL GROUP INC COM 302571104 4781 103788 SH SOLE 103788
FEDERAL EXPRESS CORP COM 313309106 4770 82600 SH SOLE 82600
FEDERAL HOME LN MTG CORP COM 313400301 16297 474100 SH SOLE 474100
FEDERAL NATL MTG ASSN COM 313586109 30850 707166 SH SOLE 707166
FEDERATED DEPT STORES INC DEL COM 31410H101 5220 150223 SH SOLE 150223
FIFTH THIRD BANCORP COM 316773100 5176 63100 SH SOLE 63100
FIRST AMER BK CORP COM 318906104 3617 79050 SH SOLE 79050
FIRST BK SYS INC COM 319279105 8218 96262 SH SOLE 96262
FIRST CHICAGO NBD CORP COM 31945A100 12959 214192 SH SOLE 214192
FIRST DATA CORP COM 319963104 12665 288240 SH SOLE 288240
FIRST EMPIRE ST CORP COM 320076102 371 1100 SH SOLE 1100
FIRST SEC CORP DEL COM 336294103 2468 90375 SH SOLE 90375
FIRST TENN NATL CORP COM 337162101 226 4700 SH SOLE 4700
FIRST UN CORP COM 337358105 16925 182974 SH SOLE 182974
FIRST VA BANKS INC COM 337477103 326 5400 SH SOLE 5400
FIRSTAR CORP COM 33761C103 3301 105200 SH SOLE 105200
FLEET FINL GROUP INC NEW COM 338915101 11147 176233 SH SOLE 176233
FLORIDA PROGRESS CORP COM 341109106 2025 64655 SH SOLE 64655
FLUOR CORP COM 343861100 3131 56740 SH SOLE 56740
FOOD LION INC CL B 344775101 1897 263900 SH SOLE 263900
FOOTSTAR INC COM 344912100 968 37054 SH SOLE 37054
FORD MTR CO DEL COM 345370100 29251 774871 SH SOLE 774871
FORE SYSTEMS INC COM 345449102 465 34100 SH SOLE 34100
FOREST LABS INC CL A 345838106 1503 36100 SH SOLE 36100
FORTUNE BRANDS INC COM 349631101 4331 116072 SH SOLE 116072
FOSTER WHEELER CORP COM 350244109 1061 26200 SH SOLE 26200
FOUNDATION HEALTH SYS INC COM 350404109 2534 83590 SH SOLE 83590
<PAGE> PAGE 8
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
FRANKLIN RES INC COM 354613101 4118 56750 SH SOLE 56750
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 1245 42552 SH SOLE 42552
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 3936 126468 SH SOLE 126468
FRITZ COS INC COM 358846103 193 19898 SH SOLE 19898
FRONTIER CORPORATION COM 35906P105 2352 117961 SH SOLE 117961
FRUIT OF THE LOOM INC CL A 359416104 1783 57500 SH SOLE 57500
GPU INC COM 36225X100 2669 74400 SH SOLE 74400
GTE CORP COM 362320103 27481 626342 SH SOLE 626342
GALLAHER GROUP PLC SPONSORED ADR 363595109 2140 116072 SH SOLE 116072
GANNETT INC COM 364730101 10210 103391 SH SOLE 103391
GAP INC DEL COM 364760108 5547 142700 SH SOLE 142700
GARTNER GROUP INC NEW COM 366651107 208 5800 SH SOLE 5800
GAYLORD ENTMT CO CL A 367901105 1143 49572 SH SOLE 49572
GENERAL DYNAMICS CORP COM 369550108 2404 32056 SH SOLE 32056
GENERAL ELEC CO COM 369604103 139323 2131140 SH SOLE 2131140
GENERAL INSTR CORP NEW COM 370121105 2290 91600 SH SOLE 91600
GENERAL MLS INC COM 370334104 6578 101008 SH SOLE 101008
GENERAL MTRS CORP COM 370442105 27515 494100 SH SOLE 494100
GENERAL MTRS CORP CL H 370442501 4048 70098 SH SOLE 70098
GENERAL NUTRITION COS INC COM 37047F103 1918 68500 SH SOLE 68500
GENERAL RE CORP COM 370563108 9391 51599 SH SOLE 51599
GENERAL SIGNAL CORP COM 370838104 1942 44516 SH SOLE 44516
GENUINE PARTS CO COM 372460105 4339 128100 SH SOLE 128100
GENZYME CORP COM GENL DIV 372917104 1468 52900 SH SOLE 52900
GEORGIA GULF CORP COM PAR $0.01 373200203 901 31000 SH SOLE 31000
GEORGIA PAC CORP COM 373298108 5160 60443 SH SOLE 60443
GIANT FOOD INC CL A 374478105 1357 41900 SH SOLE 41900
GILLETTE CO COM 375766102 34214 361093 SH SOLE 361093
GLENAYRE TECHNOLOGIES INC COM 377899109 827 50512 SH SOLE 50512
GLOBAL MARINE INC COM 379352404 363 15600 SH SOLE 15600
GOLDEN WEST FINL CORP DEL COM 381317106 2800 40000 SH SOLE 40000
GOODRICH B F CO COM 382388106 1892 43680 SH SOLE 43680
GOODYEAR TIRE & RUBR CO COM 382550101 7046 111292 SH SOLE 111292
GRACE W R & CO DEL COM 383911104 3327 60351 SH SOLE 60351
GRAINGER W W INC COM 384802104 2330 29800 SH SOLE 29800
GRAND CASINOS INC COM 385269105 409 27700 SH SOLE 27700
GREAT LAKES CHEM CORP COM 390568103 2263 43200 SH SOLE 43200
GREAT WESTN FINL CORP COM 391442100 4934 91800 SH SOLE 91800
GREEN TREE FINL CORP COM 393505102 3733 104800 SH SOLE 104800
GREENPOINT FINL CORP COM 395384100 2020 30350 SH SOLE 30350
GUIDANT CORP COM 401698105 4372 51431 SH SOLE 51431
HBO & CO COM 404100109 4518 65600 SH SOLE 65600
HFS INC COM 404181109 5551 95700 SH SOLE 95700
HALLIBURTON CO COM 406216101 6221 78500 SH SOLE 78500
HARCOURT GEN INC COM 41163G101 1950 40945 SH SOLE 40945
HARLEY DAVIDSON INC COM 412822108 2742 57200 SH SOLE 57200
HARNISCHFEGER INDS INC COM 413345109 332 8000 SH SOLE 8000
HARRAHS ENTMT INC COM 413619107 1370 75093 SH SOLE 75093
HARRIS CORP DEL COM 413875105 2881 34300 SH SOLE 34300
HARSCO CORP COM 415864107 2167 53500 SH SOLE 53500
<PAGE> PAGE 9
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
HARTFORD FINL SVCS GROUP INC COM 416515104 6466 78138 SH SOLE 78138
HASBRO INC COM 418056107 2248 79237 SH SOLE 79237
HEALTHSOUTH CORP COM 421924101 5317 213200 SH SOLE 213200
HEALTHCARE COMPARE CORP COM 421928102 204 3900 SH SOLE 3900
HEALTH MGMT ASSOC INC NEW CL A 421933102 2336 81950 SH SOLE 81950
HEALTH CARE & RETIREMENT DEL COM 421937103 350 10500 SH SOLE 10500
HEINZ H J CO COM 423074103 9663 209500 SH SOLE 209500
HERCULES INC COM 427056106 3413 71291 SH SOLE 71291
HERSHEY FOODS CORP COM 427866108 3783 68400 SH SOLE 68400
HEWLETT PACKARD CO COM 428236103 31146 556182 SH SOLE 556182
HILLENBRAND INDS INC COM 431573104 1568 33000 SH SOLE 33000
HILTON HOTELS CORP COM 432848109 3659 137750 SH SOLE 137750
HOME DEPOT INC COM 437076102 22750 330011 SH SOLE 330011
HOMESTAKE MNG CO COM 437614100 1402 107340 SH SOLE 107340
HONEYWELL INC COM 438506107 6692 88200 SH SOLE 88200
HOST MARRIOTT CORP COM 441078102 2281 128067 SH SOLE 128067
HOUSEHOLD INTL INC COM 441815107 7643 65080 SH SOLE 65080
HOUSTON INDS INC COM 442161105 3016 140674 SH SOLE 140674
HUBBELL INC CL B 443510201 2969 67474 SH SOLE 67474
HUMANA INC COM 444859102 2608 112800 SH SOLE 112800
HUNTINGTON BANCSHARES INC COM 446150104 3485 118628 SH SOLE 118628
IBP INC COM 449223106 1672 71900 SH SOLE 71900
IMC GLOBAL INC COM 449669100 1734 49556 SH SOLE 49556
ITT INDS INC IND COM 450911102 1996 77503 SH SOLE 77503
ITT CORP NEW COM 450912100 4720 77303 SH SOLE 77303
IDAHO POWER CO COM 451380109 235 7500 SH SOLE 7500
IDEXX LABS CORP COM 45168D104 379 30500 SH SOLE 30500
IKON OFFICE SOLUTIONS INC COM 451713101 2198 88130 SH SOLE 88130
ILLINOIS CENT CORP COM SER A 451841100 1688 48307 SH SOLE 48307
ILLINOIS TOOL WKS INC COM 452308109 7041 141000 SH SOLE 141000
ILLINOVA CORP COM 452317100 1506 68459 SH SOLE 68459
IMATION CORP COM 45245A107 941 35691 SH SOLE 35691
INFORMIX CORP COM 456779107 977 108586 SH SOLE 108586
INGERSOLL RAND CO COM 456866102 4733 76647 SH SOLE 76647
INLAND STL INDS INC COM 457472108 988 37800 SH SOLE 37800
INPUT/OUTPUT INC COM 457652105 678 37400 SH SOLE 37400
INTEL CORP COM 458140100 75993 535870 SH SOLE 535870
INTERNATIONAL BUSINESS MACHS COM 459200101 59248 656940 SH SOLE 656940
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 3250 64350 SH SOLE 64350
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1709 96300 SH SOLE 96300
INTL PAPER CO COM 460146103 9298 191455 SH SOLE 191455
INTERNATIONAL RECTIFIER CORP COM 460254105 779 41812 SH SOLE 41812
INTERNEURON PHARMACEUTICALS COM 460573108 588 29200 SH SOLE 29200
INTERPUBLIC GROUP COS INC COM 460690100 4240 69158 SH SOLE 69158
INTERSTATE BAKERIES CORP DEL COM 46072H108 1317 22200 SH SOLE 22200
INTUIT COM 461202103 661 28800 SH SOLE 28800
IOMEGA CORP COM 462030107 1717 86400 SH SOLE 86400
IPALCO ENTERPRISES INC COM 462613100 1386 44350 SH SOLE 44350
IVAX CORP COM 465823102 837 74362 SH SOLE 74362
JLG INDS INC COM 466210101 587 43100 SH SOLE 43100
<PAGE> PAGE 10
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
JAMES RIV CORP VA COM 470349101 2710 73250 SH SOLE 73250
JEFFERSON PILOT CORP COM 475070108 3702 52987 SH SOLE 52987
JOHNSON & JOHNSON COM 478160104 55594 863600 SH SOLE 863600
JOHNSON CTLS INC COM 478366107 2546 62000 SH SOLE 62000
KLA-TENCORP CORP COM 482480100 244 5000 SH SOLE 5000
K MART CORP COM 482584109 4085 333500 SH SOLE 333500
KANSAS CITY PWR & LT CO COM 485134100 1702 59600 SH SOLE 59600
KANSAS CITY SOUTHN INDS INC COM 485170104 2080 32244 SH SOLE 32244
KELLOGG CO COM 487836108 4801 56073 SH SOLE 56073
KELLY SVCS INC CL A 488152208 1253 39950 SH SOLE 39950
KERR MCGEE CORP COM 492386107 2649 41800 SH SOLE 41800
KEYCORP NEW COM 493267108 8723 156115 SH SOLE 156115
KIMBERLY CLARK CORP COM 494368103 18366 369160 SH SOLE 369160
KING WORLD PRODTNS INC COM 495667107 719 20552 SH SOLE 20552
KNIGHT RIDDER INC COM 499040103 3049 62150 SH SOLE 62150
KOHLS CORP COM 500255104 2440 46100 SH SOLE 46100
KROGER CO COM 501044101 5012 172828 SH SOLE 172828
LCI INTL INC COM 501813109 1577 72100 SH SOLE 72100
LSI LOGIC CORP COM 502161102 2867 89600 SH SOLE 89600
LAFARGE CORP COM 505862102 331 13500 SH SOLE 13500
LEAR CORP COM 521865105 235 5300 SH SOLE 5300
LEARNING CO INC COM 522008101 238 25400 SH SOLE 25400
LEGGETT & PLATT INC COM 524660107 3341 77700 SH SOLE 77700
LEHMAN BROS HLDGS INC COM 524908100 3345 82590 SH SOLE 82590
LILLY ELI & CO COM 532457108 32674 298903 SH SOLE 298903
LIMITED INC COM 532716107 3104 153293 SH SOLE 153293
LINCARE HLDGS INC COM 532791100 1109 25800 SH SOLE 25800
LINCOLN NATL CORP IND COM 534187109 4735 73554 SH SOLE 73554
LINEAR TECHNOLOGY CORP COM 535678106 2815 54400 SH SOLE 54400
LITTON INDS INC COM 538021106 1388 28738 SH SOLE 28738
LIZ CLAIBORNE INC COM 539320101 2551 54720 SH SOLE 54720
LOCKHEED MARTIN CORP COM 539830109 11584 111860 SH SOLE 111860
LOEWS CORP COM 540424108 5083 50768 SH SOLE 50768
LONG ISLAND LTG CO COM 542671102 2243 97500 SH SOLE 97500
LOUISIANA LD & EXPL CO COM 546268103 1493 26134 SH SOLE 26134
LOUISIANA PAC CORP COM 546347105 1534 72600 SH SOLE 72600
LOWES COS INC COM 548661107 3880 104500 SH SOLE 104500
LUBRIZOL CORP COM 549271104 2025 48293 SH SOLE 48293
LUCENT TECHNOLOGIES INC COM 549463107 30570 424212 SH SOLE 424212
LYONDELL PETROCHEMICAL CO COM 552078107 825 37800 SH SOLE 37800
MBIA INC COM 55262C100 3587 31800 SH SOLE 31800
MBNA CORP COM 55262L100 7434 202987 SH SOLE 202987
MCI COMMUNICATIONS CORP COM 552673105 16905 441603 SH SOLE 441603
MGIC INVT CORP WIS COM 552848103 3933 82054 SH SOLE 82054
MACROMEDIA INC COM 556100105 263 30500 SH SOLE 30500
MALLINCKRODT INC NEW COM 561232109 2087 53500 SH SOLE 53500
MANPOWER INC COM 56418H100 2666 59900 SH SOLE 59900
MAPCO INC COM 565097102 1418 45000 SH SOLE 45000
MARSH & MCLENNAN COS INC COM 571748102 7000 98072 SH SOLE 98072
MARSHALL & ILSLEY CORP COM 571834100 3258 80200 SH SOLE 80200
<PAGE> PAGE 11
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
MARRIOTT INTL INC COM 571900109 4610 75108 SH SOLE 75108
MARTIN MARIETTA MATLS INC COM 573284106 1471 45437 SH SOLE 45437
MASCO CORP COM 574599106 4871 116673 SH SOLE 116673
MATTEL INC COM 577081102 6592 194588 SH SOLE 194588
MAXIM INTEGRATED PRODS INC COM 57772K101 2744 48250 SH SOLE 48250
MAY DEPT STORES CO COM 577778103 7902 167246 SH SOLE 167246
MAYTAG CORP COM 578592107 2296 87900 SH SOLE 87900
MCAFEE ASSOCS INC COM 579057100 1980 31362 SH SOLE 31362
MCCORMICK & CO INC COM NON VTG 579780206 1497 59300 SH SOLE 59300
MCDONALDS CORP COM 580135101 21705 449267 SH SOLE 449267
MCDONNELL DOUGLAS CORP COM 580169100 6971 101770 SH SOLE 101770
MCGRAW HILL COS INC COM 580645109 3958 67300 SH SOLE 67300
MCKESSON CORP NEW COM 581557105 1969 25400 SH SOLE 25400
MEAD CORP COM 582834107 2905 46672 SH SOLE 46672
MEDIC COMPUTER SYS INC COM 584472104 514 23100 SH SOLE 23100
MEDITRUST SH BEN INT 58501T108 211 5300 SH SOLE 5300
MEDPARTNERS INC NEW COM 58503X107 2081 96221 SH SOLE 96221
MEDTRONIC INC COM 585055106 12741 157300 SH SOLE 157300
MELLON BK CORP COM 585509102 8498 188314 SH SOLE 188314
MERCANTILE BANCORPORATION INC COM 587342106 434 7150 SH SOLE 7150
MERCANTILE BANKSHARES CORP COM 587405101 2184 54600 SH SOLE 54600
MERCANTILE STORES INC COM 587533100 1476 23450 SH SOLE 23450
MERCK & CO INC COM 589331107 81155 784104 SH SOLE 784104
MERCURY FIN CO COM 589395102 259 106350 SH SOLE 106350
MEREDITH CORP COM 589433101 1305 45000 SH SOLE 45000
MERRILL LYNCH & CO INC COM 590188108 8824 148000 SH SOLE 148000
MICROSOFT CORP COM 594918104 64885 513434 SH SOLE 513434
MICRON ELECTRONICS INC COM 595100108 363 20400 SH SOLE 20400
MICRON TECHNOLOGY INC COM 595112103 4544 113772 SH SOLE 113772
MIDAMERICA ENERGY HLDGS CO COM 595920109 1241 71700 SH SOLE 71700
MILLIPORE CORP COM 601073109 1580 35900 SH SOLE 35900
MINNESOTA MNG & MFG CO COM 604059105 27297 267619 SH SOLE 267619
MIRAGE RESORTS INC COM 60462E104 3411 135100 SH SOLE 135100
MOBIL CORP COM 607059102 35807 512438 SH SOLE 512438
MOLEX INC COM 608554101 2904 79552 SH SOLE 79552
MONEY STORE INC COM 60934T101 938 32700 SH SOLE 32700
MONSANTO CO COM 611662107 17108 397290 SH SOLE 397290
MONTANA POWER CO COM 612085100 941 40600 SH SOLE 40600
MORGAN J P & CO INC COM 616880100 13895 133125 SH SOLE 133125
MORGAN S D WITTER DISCOVER&CO COM NEW 617446448 12692 294725 SH SOLE 294725
MORTON INTL INC IND NEW COM 619335102 3403 112729 SH SOLE 112729
MOTOROLA INC COM 620076109 30284 398480 SH SOLE 398480
MURPHY OIL CORP COM 626717102 1857 38100 SH SOLE 38100
MYLAN LABS INC COM 628530107 1265 85750 SH SOLE 85750
NCR CORP NEW COM 62886E108 1924 64674 SH SOLE 64674
NGC CORP COM 629121104 1808 117100 SH SOLE 117100
NIPSCO INDS INC COM 629140104 1962 47485 SH SOLE 47485
NABISCO HLDGS CORP CL A 629526104 427 10700 SH SOLE 10700
NABORS INDS INC COM 629568106 2064 83400 SH SOLE 83400
NALCO CHEM CO COM 629853102 1892 48994 SH SOLE 48994
<PAGE> PAGE 12
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
NATIONAL CITY CORP COM 635405103 8253 157200 SH SOLE 157200
NATIONAL SEMICONDUCTOR CORP COM 637640103 2958 96600 SH SOLE 96600
NATIONAL SVC INDS INC COM 637657107 2154 44250 SH SOLE 44250
NATIONSBANK CORP COM 638585109 32953 510894 SH SOLE 510894
NEIMAN MARCUS GROUP INC COM 640204103 661 25200 SH SOLE 25200
NELLCOR PURITAN BENNET INC COM 640275103 870 48000 SH SOLE 48000
NETSCAPE COMMUNICATIONS CORP COM 641149109 1103 34400 SH SOLE 34400
NETWORK GEN CORP COM 641210109 594 39900 SH SOLE 39900
NEW ENGLAND ELEC SYS COM 644001109 1909 51600 SH SOLE 51600
NEW YORK ST ELEC & GAS CORP COM 649840105 1098 52600 SH SOLE 52600
NEW YORK TIMES CO CL A 650111107 3565 70600 SH SOLE 70600
NEWELL CO COM 651192106 4352 109830 SH SOLE 109830
NEWMONT MINING CORP COM 651639106 4001 102584 SH SOLE 102584
NEWPORT NEWS SHIPBUILDING INC COM 652228107 520 26734 SH SOLE 26734
NEXTEL COMMUNICATIONS INC CL A 65332V103 1977 104400 SH SOLE 104400
NIAGARA MOHAWK PWR CORP COM 653522102 992 115900 SH SOLE 115900
NICOR INC COM 654086107 1553 43300 SH SOLE 43300
NIKE INC CL B 654106103 5246 89872 SH SOLE 89872
NINE WEST GROUP INC COM 65440D102 787 20610 SH SOLE 20610
NOBLE AFFILIATES INC COM 654894104 1385 35800 SH SOLE 35800
NOBLE DRILLING CORP COM 655042109 2117 93834 SH SOLE 93834
NORAM ENERGY CORP COM 655419109 1464 96000 SH SOLE 96000
NORDSTROM INC COM 655664100 1842 37539 SH SOLE 37539
NORFOLK SOUTHERN CORP COM 655844108 8453 83900 SH SOLE 83900
NORTHEAST UTILS COM 664397106 894 93500 SH SOLE 93500
NORTHN STS PWR CO MINN COM 665772109 2500 48300 SH SOLE 48300
NORTHERN TR CORP COM 665859104 4431 91600 SH SOLE 91600
NORTHROP GRUMMAN CORP COM 666807102 3244 36940 SH SOLE 36940
NORTHWEST AIRLS CORP CL A 667280101 1826 50200 SH SOLE 50200
NORWEST CORP COM 669380107 14322 254613 SH SOLE 254613
NOVELL INC COM 670006105 1468 211613 SH SOLE 211613
NUCOR CORP COM 670346105 3483 60836 SH SOLE 60836
NYNEX CORP COM 670768100 16495 286245 SH SOLE 286245
OGE ENERGY CORP COM 670837103 1624 35700 SH SOLE 35700
OAKWOOD HOMES CORP COM 674098108 1075 44800 SH SOLE 44800
OCCIDENTAL PETE CORP DEL COM 674599105 5488 218987 SH SOLE 218987
OCTEL COMMUNICATIONS CORP COM 675724108 1158 49404 SH SOLE 49404
OFFICEMAX INC COM 67622M108 147 10200 SH SOLE 10200
OFFICE DEPOT INC COM 676220106 1936 99600 SH SOLE 99600
OHIO CAS CORP COM 677240103 1276 29000 SH SOLE 29000
OHIO EDISON CO COM 677347106 2238 102600 SH SOLE 102600
OLD REP INTL CORP COM 680223104 2498 82400 SH SOLE 82400
OLIN CORP COM PAR $1 680665205 1400 35834 SH SOLE 35834
OMNICARE INC COM 681904108 1701 54200 SH SOLE 54200
OMNICOM GROUP INC COM 681919106 413 6700 SH SOLE 6700
ORACLE CORP COM 68389X105 16887 335225 SH SOLE 335225
ORYX ENERGY COMPANY COM 68763F100 2121 100400 SH SOLE 100400
OWENS CORNING COM 69073F103 1665 38600 SH SOLE 38600
OWENS ILL INC COM NEW 690768403 2918 94126 SH SOLE 94126
OXFORD HEALTH PLANS INC COM 691471106 3857 53750 SH SOLE 53750
<PAGE> PAGE 13
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
PECO ENERGY CO COM 693304107 2961 141000 SH SOLE 141000
PG&E CORP COM 69331C108 6331 261054 SH SOLE 261054
PNC BK CORP COM 693475105 9399 225806 SH SOLE 225806
P P & L RES INC COM 693499105 2199 110300 SH SOLE 110300
PPG INDS INC COM 693506107 7044 121190 SH SOLE 121190
PACCAR INC COM 693718108 2371 51050 SH SOLE 51050
PACIFIC CENTY FINL CORP COM 694058108 2071 44780 SH SOLE 44780
PACIFIC ENTERPRISES COM 694232109 2085 62000 SH SOLE 62000
PACIFICARE HEALTH SYS DEL CL B 695112201 1555 24338 SH SOLE 24338
PACIFICORP COM 695114108 4145 188392 SH SOLE 188392
PAGING NETWORK INC COM 695542100 673 76600 SH SOLE 76600
PAINE WEBBER GROUP INC COM 695629105 2014 57550 SH SOLE 57550
PAIRGAIN TECHNOLOGIES INC COM 695934109 893 57600 SH SOLE 57600
PALL CORP COM 696429307 1890 81310 SH SOLE 81310
PARAMETRIC TECHNOLOGY CORP COM 699173100 3805 89400 SH SOLE 89400
PARKER HANNIFIN CORP COM 701094104 3177 52350 SH SOLE 52350
PAYCHEX INC COM 704326107 365 9600 SH SOLE 9600
PAYLESS SHOESOURCE INC COM 704379106 1961 35855 SH SOLE 35855
PENNEY J C INC COM 708160106 7122 136464 SH SOLE 136464
PENNZOIL CO COM 709903108 2702 35200 SH SOLE 35200
PEOPLES ENERGY CORP COM 711030106 1265 33800 SH SOLE 33800
PEOPLESOFT INC COM 712713106 417 7900 SH SOLE 7900
PEP BOYS MANNY MOE & JACK COM 713278109 1778 52200 SH SOLE 52200
PEPSICO INC COM 713448108 38555 1026428 SH SOLE 1026428
PERKIN ELMER CORP COM 714041100 2977 37411 SH SOLE 37411
PHARMACIA & UPJOHN INC COM 716941109 10016 288236 SH SOLE 288236
PFIZER INC COM 717081103 49640 415400 SH SOLE 415400
PHELPS DODGE CORP COM 717265102 3741 43910 SH SOLE 43910
PHILIP MORRIS COS INC COM 718154107 70151 1580869 SH SOLE 1580869
PHILLIPS PETE CO COM 718507106 6327 144623 SH SOLE 144623
PHYCOR INC COM 71940F100 1464 42500 SH SOLE 42500
PHYSICIAN RELIANCE NETWORK INC COM 71940G108 199 21200 SH SOLE 21200
PHYSICIAN SALES & SVC INC COM 71940L107 576 30300 SH SOLE 30300
PICTURETEL CORP COM NEW 720035302 257 27100 SH SOLE 27100
PINNACLE WEST CAP CORP COM 723484101 2196 73047 SH SOLE 73047
PIONEER HI BRED INTL INC COM 723686101 3784 47300 SH SOLE 47300
PITNEY BOWES INC COM 724479100 7225 101401 SH SOLE 101401
PITTSTON CO COM BRINKS GRP 725701106 944 31475 SH SOLE 31475
POLAROID CORP COM 731095105 1357 24445 SH SOLE 24445
POPULAR INC COM 733174106 2200 54500 SH SOLE 54500
PORTLAND GEN CORP COM 736506106 1865 46994 SH SOLE 46994
POTLATCH CORP COM 737628107 1172 25900 SH SOLE 25900
POTOMAC ELEC PWR CO COM 737679100 1755 75900 SH SOLE 75900
PRAXAIR INC COM 74005P104 6026 107600 SH SOLE 107600
PREMISYS COMMUNICATIONS INC COM 740584107 235 14900 SH SOLE 14900
PRICE T ROWE & ASSOCIATES COM 741477103 2034 39392 SH SOLE 39392
PROCTER & GAMBLE CO COM 742718109 62169 440136 SH SOLE 440136
PROGRESSIVE CORP OHIO COM 743315103 3028 34800 SH SOLE 34800
PROMUS HOTEL CORP COM 74342H104 1947 50246 SH SOLE 50246
PROTECTIVE LIFE CORP COM 743674103 1608 32000 SH SOLE 32000
<PAGE> PAGE 14
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
PROVIDIAN FINL CORP COM 74406A102 2503 77919 SH SOLE 77919
PUBLIC SERVICE CO COLO COM 744448101 2221 53523 SH SOLE 53523
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3715 148600 SH SOLE 148600
QUAKER OATS CO COM 747402105 4223 94100 SH SOLE 94100
QUALCOMM INC COM 747525103 2049 40270 SH SOLE 40270
QUEST DIAGNOSTICS INC COM 74834L100 413 20086 SH SOLE 20086
QUESTAR CORP COM 748356102 1409 34900 SH SOLE 34900
QUINTILES TRANSNATIONAL CORP COM 748767100 1142 16400 SH SOLE 16400
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 7425 224998 SH SOLE 224998
RPM INC OHIO COM 749685103 1146 62350 SH SOLE 62350
RALSTON PURINA CO COM RAL-PUR GP 751277302 5525 67228 SH SOLE 67228
RATIONAL SOFTWARE CORP COM NEW 75409P202 578 34400 SH SOLE 34400
RAYCHEM CORP DEL COM 754603108 2707 36400 SH SOLE 36400
RAYONIER INC COM 754907103 1078 25620 SH SOLE 25620
RAYTHEON CO COM 755111101 8022 157301 SH SOLE 157301
READ-RITE CORP COM 755246105 685 32800 SH SOLE 32800
READERS DIGEST ASSN INC CL A NON VTG 755267101 1617 56376 SH SOLE 56376
READERS DIGEST ASSN INC CL B 755267200 460 16600 SH SOLE 16600
READING & BATES CORP COM NEW 755281805 1487 55600 SH SOLE 55600
REEBOK INTL LTD COM 758110100 2127 45500 SH SOLE 45500
REGIONS FINL CORP COM 758940100 3144 99400 SH SOLE 99400
RELIASTAR FINL CORP COM 75952U103 2637 36058 SH SOLE 36058
REPUBLIC INDS INC COM 760516104 2578 106300 SH SOLE 106300
REPUBLIC N Y CORP COM 760719104 4698 43700 SH SOLE 43700
REYNOLDS METALS CO COM 761763101 2774 38937 SH SOLE 38937
RHONE POULENC RORER INC COM 76242T104 2945 32410 SH SOLE 32410
RICHFOOD HLDGS INC COM 763408101 1240 47694 SH SOLE 47694
RITE AID CORP COM 767754104 3150 63150 SH SOLE 63150
ROBERT HALF INTL INC COM 770323103 2555 54300 SH SOLE 54300
ROCKWELL INTL CORP NEW COM 773903109 6416 108748 SH SOLE 108748
ROHM & HAAS CO COM 775371107 2634 29250 SH SOLE 29250
ROUSE CO COM 779273101 2510 85100 SH SOLE 85100
ROWAN COS INC COM 779382100 1956 69400 SH SOLE 69400
RUBBERMAID INC COM 781088109 3090 103878 SH SOLE 103878
RUSSELL CORP COM 782352108 1164 39300 SH SOLE 39300
RYDER SYS INC COM 783549108 2171 65791 SH SOLE 65791
SBC COMMUNICATIONS INC COM 78387G103 36348 587438 SH SOLE 587438
SCI SYS INC COM 783890106 1587 24900 SH SOLE 24900
SAFECO CORP COM 786429100 4496 96300 SH SOLE 96300
SAFEGUARD SCIENTIFICS INC COM 786449108 983 30900 SH SOLE 30900
SAFEWAY INC COM NEW 786514208 7500 162600 SH SOLE 162600
ST JUDE MED INC COM 790849103 2168 55600 SH SOLE 55600
ST PAUL COS INC COM 792860108 4406 57778 SH SOLE 57778
SALOMON INC COM 79549B107 3908 70254 SH SOLE 70254
SANTA FE ENERGY RES INC COM 802012104 1010 68762 SH SOLE 68762
SARA LEE CORP COM 803111103 13123 315275 SH SOLE 315275
SCANA CORP COM 805898103 1995 80400 SH SOLE 80400
SCHERING PLOUGH CORP COM 806605101 22917 478682 SH SOLE 478682
SCHWAB CHARLES CORP NEW COM 808513105 3401 83600 SH SOLE 83600
SCIENTIFIC ATLANTA INC COM 808655104 1238 56600 SH SOLE 56600
<PAGE> PAGE 15
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
SCRIPPS HOWARD INC CL A 811054204 819 19670 SH SOLE 19670
SEAGATE TECHNOLOGY COM 811804103 5338 151700 SH SOLE 151700
SEARS ROEBUCK & CO COM 812387108 11872 220876 SH SOLE 220876
SECURITY DYNAMICS TECHNOLOGIES COM 814208104 1032 28000 SH SOLE 28000
SENSORMATIC ELECTRS CORP COM 817265101 688 53424 SH SOLE 53424
SERVICE CORP INTL COM 817565104 5641 171600 SH SOLE 171600
SHAW INDS INC COM 820286102 1055 99300 SH SOLE 99300
SHERWIN WILLIAMS CO COM 824348106 3450 111748 SH SOLE 111748
SHIVA CORP COM 824851109 288 27600 SH SOLE 27600
SIGMA ALDRICH CORP COM 826552101 2551 72760 SH SOLE 72760
SIGNET BKG CORP COM 826681108 2038 56614 SH SOLE 56614
SILICON GRAPHICS INC COM 827056102 1751 116762 SH SOLE 116762
SIMON DEBARTOLO GROUP INC COM 828781104 1295 40461 SH SOLE 40461
SMITH INTL INC COM 832110100 2144 35300 SH SOLE 35300
SNAP ON INC COM 833034101 1817 46150 SH SOLE 46150
SOLECTRON CORP COM 834182107 336 4800 SH SOLE 4800
SONAT INC COM 835415100 3213 62699 SH SOLE 62699
SONOCO PRODS CO COM 835495102 2248 73865 SH SOLE 73865
SOUTHERN CO COM 842587107 9115 416664 SH SOLE 416664
SOUTHERN NEW ENGLAND TELECOM COM 843485103 1994 51300 SH SOLE 51300
SOUTHLAND CORP COM NEW 844436402 423 126400 SH SOLE 126400
SOUTHTRUST CORP COM 844730101 3053 73800 SH SOLE 73800
SOUTHWEST AIRLS CO COM 844741108 2476 95690 SH SOLE 95690
SOUTHWESTERN PUB SVC CO COM 845743103 1742 44300 SH SOLE 44300
SPEEDWAY MOTORSPORTS INC COM 847788106 472 21700 SH SOLE 21700
SPRINT CORP COM 852061100 15199 288817 SH SOLE 288817
STANLEY WKS COM 854616109 2019 50478 SH SOLE 50478
STAPLES INC COM 855030102 2805 120637 SH SOLE 120637
STAR BANC CORP COM 855083101 3143 74400 SH SOLE 74400
STARBUCKS CORP COM 855244109 2325 59700 SH SOLE 59700
STATE STR CORP COM 857477103 5505 119034 SH SOLE 119034
STERIS CORP COM 859152100 1100 29424 SH SOLE 29424
STERLING COMM INC COM 859205106 1945 59171 SH SOLE 59171
STERLING SOFTWARE INC COM 859547101 794 25420 SH SOLE 25420
STONE CONTAINER CORP COM 861589109 893 62400 SH SOLE 62400
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 2016 45300 SH SOLE 45300
STRYKER CORP COM 863667101 1991 57100 SH SOLE 57100
STUDENT LOAN MARKETING ASSN COM NEW VTG 863871505 4745 37361 SH SOLE 37361
SUMMIT BANCORP COM 866005101 3449 68800 SH SOLE 68800
SUN INC COM 866762107 1748 56400 SH SOLE 56400
SUN MICROSYSTEMS INC COM 866810104 9538 256256 SH SOLE 256256
SUNAMERICA INC COM 866930100 575 11800 SH SOLE 11800
SUNBEAM CORP COM 867071102 2582 68401 SH SOLE 68401
SUNDSTRAND CORP COM 867323107 2796 50100 SH SOLE 50100
SUNGLASS HUT INTL INC COM 86736F106 332 52600 SH SOLE 52600
SUNTRUST BKS INC COM 867914103 8490 154180 SH SOLE 154180
SUPERVALU INC COM 868536103 1911 55400 SH SOLE 55400
SYBASE INC COM 871130100 820 55100 SH SOLE 55100
SYNOVUS FINL CORP COM 87161C105 413 15000 SH SOLE 15000
SYSCO CORP COM 871829107 4343 118991 SH SOLE 118991
<PAGE> PAGE 16
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
TCI SATELLITE ENTMT INC CL A 872298104 573 72803 SH SOLE 72803
TECO ENERGY INC COM 872375100 2165 84700 SH SOLE 84700
TIG HLDGS INC COM 872469101 1451 46422 SH SOLE 46422
TJX COS INC NEW COM 872540109 3603 136612 SH SOLE 136612
TRW INC COM 872649108 5349 94152 SH SOLE 94152
TAMBRANDS INC COM 875080103 1443 28935 SH SOLE 28935
TANDEM COMPUTERS INC COM 875370108 2124 104900 SH SOLE 104900
TANDY CORP COM 875382103 2341 41800 SH SOLE 41800
TECUMSEH PRODS CO CL A 878895200 1003 16757 SH SOLE 16757
TELE COMMUNICATIONS INC NEW COM TCI GRP A 87924V101 6370 428243 SH SOLE 428243
TELE COMMUNICATIONS INC NEW COM LIB GRP A 87924V507 3745 157697 SH SOLE 157697
TELEPHONE & DATA SYS INC COM 879433100 1661 43700 SH SOLE 43700
TELLABS INC COM 879664100 6739 120600 SH SOLE 120600
TEMPLE INLAND INC COM 879868107 2057 38093 SH SOLE 38093
TENET HEALTHCARE CORP COM 88033G100 5724 193611 SH SOLE 193611
TENNECO INC NEW COM 88037E101 5109 113070 SH SOLE 113070
TERADYNE INC COM 880770102 2351 59902 SH SOLE 59902
TEXACO INC COM 881694103 18923 174006 SH SOLE 174006
TEXAS INSTRS INC COM 882508104 10603 126134 SH SOLE 126134
TEXAS UTILS CO COM 882848104 4774 138640 SH SOLE 138640
TEXTRON INC COM 883203101 6376 96062 SH SOLE 96062
THERMO FIBERTEK INC COM 88355W105 306 29100 SH SOLE 29100
THERMO ELECTRON CORP COM 883556102 3536 104012 SH SOLE 104012
THERMOLASE CORP COM 883624108 260 18500 SH SOLE 18500
THERMEDICS INC COM 883901100 370 23590 SH SOLE 23590
THOMAS & BETTS CORP COM 884315102 2108 40100 SH SOLE 40100
3COM CORP COM 885535104 10123 224950 SH SOLE 224950
360 COMMUNICATIONS CO COM 885571109 1723 100638 SH SOLE 100638
TIDEWATER INC COM 886423102 2253 51200 SH SOLE 51200
TIFFANY & CO NEW COM 886547108 1367 29600 SH SOLE 29600
TIME WARNER INC COM 887315109 14368 297783 SH SOLE 297783
TIMES MIRROR CO NEW COM SER A 887364107 3187 56100 SH SOLE 56100
TIMKEN CO COM 887389104 2015 56648 SH SOLE 56648
TORCHMARK CORP COM 891027104 3527 49500 SH SOLE 49500
TOSCO CORP COM NEW 891490302 2904 97004 SH SOLE 97004
TOYS R US INC COM 892335100 6098 174231 SH SOLE 174231
TRANSAMERICA CORP COM 893485102 4513 48234 SH SOLE 48234
TRANSOCEAN OFFSHORE INC COM 893817106 203 2800 SH SOLE 2800
TRAVELERS GROUP INC COM 894190107 27120 430047 SH SOLE 430047
TRIBUNE CO NEW COM 896047107 3648 75900 SH SOLE 75900
TUPPERWARE CORP COM 899896104 1577 43200 SH SOLE 43200
TYCO INTERNATIONAL LTD COM 902120104 7170 103066 SH SOLE 103066
TYSON FOODS INC CL A 902494103 1730 90442 SH SOLE 90442
UAL CORP COM PAR $0.01 902549500 2920 40800 SH SOLE 40800
UCAR INTL INC COM 90262K109 936 20460 SH SOLE 20460
USX MARATHON GROUP COM NEW 902905827 5807 201109 SH SOLE 201109
UST INC COM 902911106 3714 133842 SH SOLE 133842
USA WASTE SVCS INC COM 902917103 3125 80911 SH SOLE 80911
UNUM CORP COM 903192102 4140 98560 SH SOLE 98560
USF&G CORP COM 903290104 2298 95750 SH SOLE 95750
<PAGE> PAGE 17
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
U S G CORP COM NEW 903293405 1482 40600 SH SOLE 40600
USX-U S STL COM 90337T101 2027 57800 SH SOLE 57800
UNICOM CORP COM 904911104 3148 141468 SH SOLE 141468
UNION CAMP CORP COM 905530101 2375 47500 SH SOLE 47500
UNION CARBIDE CORP COM 905581104 3854 81900 SH SOLE 81900
UNION ELEC CO COM 906548102 2476 65700 SH SOLE 65700
UNION PAC CORP COM 907818108 10340 146672 SH SOLE 146672
UNION PAC RES GROUP INC COM 907834105 4180 168034 SH SOLE 168034
UNION TEX PETE HLDGS INC COM 908640105 207 9900 SH SOLE 9900
UNISOURCE WORLDWIDE INC COM 909208100 720 45015 SH SOLE 45015
UNISYS CORP COM 909214108 1118 146600 SH SOLE 146600
UNITED HEALTHCARE CORP COM 910581107 6439 123825 SH SOLE 123825
U S BANCORP ORE COM 911596104 7439 116002 SH SOLE 116002
UNITED STATES CELLULAR CORP COM 911684108 921 31100 SH SOLE 31100
US AIRWAYS GROUP INC COM 911905107 1759 50250 SH SOLE 50250
UNITED STATES SURGICAL CORP COM 912707106 1635 43900 SH SOLE 43900
U S WEST INC COM-COMMUNCTNS 912889102 10299 273267 SH SOLE 273267
U S WEST INC COM-MEDIA GRP 912889201 5463 269783 SH SOLE 269783
UNITED TECHNOLOGIES CORP COM 913017109 14316 172482 SH SOLE 172482
UNITRIN INC COM 913275103 1879 30800 SH SOLE 30800
UNOCAL CORP COM 915289102 6987 180020 SH SOLE 180020
V F CORP COM 918204108 3643 42800 SH SOLE 42800
VALERO ENERGY CORP COM 919138107 1200 33100 SH SOLE 33100
VALLEY NATL BANCORP COM 919794107 1237 45591 SH SOLE 45591
VALUE HEALTH INC COM 920393105 859 42400 SH SOLE 42400
VARIAN ASSOC INC COM 922204102 1247 22987 SH SOLE 22987
VASTAR RES INC COM 922380100 640 18240 SH SOLE 18240
VENCOR INC COM 922602107 407 9400 SH SOLE 9400
VIAD CORP COM 92552R109 2091 108600 SH SOLE 108600
VIACOM INC CL B 925524308 6789 226295 SH SOLE 226295
VIKING OFFICE PRODS COM 926913104 1330 70000 SH SOLE 70000
VULCAN MATLS CO COM 929160109 2206 28100 SH SOLE 28100
WACHOVIA CORP COM 929771103 6824 117030 SH SOLE 117030
WAL MART STORES INC COM 931142103 30799 910867 SH SOLE 910867
WALGREEN CO COM 931422109 9450 176220 SH SOLE 176220
WARNER LAMBERT CO COM 934488107 22130 178106 SH SOLE 178106
WASHINGTON MUT INC COM 939322103 2862 47900 SH SOLE 47900
WASHINGTON POST CO CL B 939640108 2229 5600 SH SOLE 5600
WASTE MGMT INC NEW COM 94106K101 10175 316725 SH SOLE 316725
WATSON PHARMACEUTICALS INC COM 942683103 1031 24400 SH SOLE 24400
WEATHERFORD ENTERRA INC COM 947071106 1536 39900 SH SOLE 39900
WELLS FARGO & CO DEL COM 949740104 15705 58276 SH SOLE 58276
WENDYS INTL INC COM 950590109 2487 95900 SH SOLE 95900
WESCO FINL CORP COM 950817106 1301 4000 SH SOLE 4000
WESTERN ATLAS INC COM 957674104 2534 34600 SH SOLE 34600
WESTERN DIGITAL CORP COM 958102105 259 8200 SH SOLE 8200
WESTERN NATL CORP COM 958845109 1426 53200 SH SOLE 53200
WESTERN RES INC COM 959425109 1538 47400 SH SOLE 47400
WESTINGHOUSE ELEC CORP COM 960402105 9541 412563 SH SOLE 412563
WESTVACO CORP COM 961548104 2364 75205 SH SOLE 75205
<PAGE> PAGE 18
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
WEYERHAEUSER CO COM 962166104 6947 133602 SH SOLE 133602
WHEELABRATOR TECH INC NEW COM PAR $0.01 962901302 828 53609 SH SOLE 53609
WHIRLPOOL CORP COM 963320106 2832 51900 SH SOLE 51900
WHITMAN CORP COM 96647K102 2233 88200 SH SOLE 88200
WILLAMETTE INDS INC COM 969133107 2723 38900 SH SOLE 38900
WILLIAMS COS INC DEL COM 969457100 4974 113700 SH SOLE 113700
WINN DIXIE STORES INC COM 974280109 2451 65800 SH SOLE 65800
WISCONSIN ENERGY CORP COM 976657106 2034 82200 SH SOLE 82200
WITCO CORP COM 977385103 1816 47877 SH SOLE 47877
WOOLWORTH CORP COM 980883102 2412 100500 SH SOLE 100500
WORLDCOM INC GA COM 98155K102 13528 422750 SH SOLE 422750
WORTHINGTON INDS INC COM 981811102 1180 64450 SH SOLE 64450
WRIGLEY WM JR CO COM 982526105 4643 69300 SH SOLE 69300
XILINX INC COM 983919101 2615 53300 SH SOLE 53300
XEROX CORP COM 984121103 17509 221990 SH SOLE 221990
YORK INTL CORP NEW COM 986670107 1615 35100 SH SOLE 35100
ZIONS BANCORPORATION COM 989701107 2393 63600 SH SOLE 63600
REPORT SUMMARY 817 DATA RECORDS 4730613 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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